-17.3%
MCHP vs MPC
+563.2%
-580.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +3.8% |
| 7D | -19.2% | -9.4% | -9.8% | -16.3% |
| 30D | -18.6% | -14.3% | -4.3% | -14.5% |
| 3M | -27.0% | +31.1% | -58.1% | -35.1% |
| 6M | -37.3% | +60.3% | -97.5% | -48.9% |
| YTD | -1.8% | +142.5% | -144.4% | -34.7% |
| 1Y | +12.1% | +104.6% | -92.5% | -19.5% |
| 3Y | -10.0% | +191.7% | -201.7% | -46.5% |
| 5Y | -17.3% | +549.2% | -566.5% | -65.5% |
| All | -17.3% | +563.2% | -580.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling